Need to check this, Can we access curent beta?
non-invertible covariance?

This is also more general than this PR.
Using ConvergenceWarning is good. statsmodels.discrete raise LinalgError by default. GLM uses WLS and pinv, and might silently return the results even with singular, not positive definite covariance matrix.

However for statsmodels.discrete I usually use a different optimizer so I can get the params/beta to investigate.